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BKTSX vs. BASMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BKTSX vs. BASMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Total U.S. Stock Market Index Fund Class K (BKTSX) and iShares Total U.S. Stock Market Index Fund Investor A Shares (BASMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with BKTSX having a 10.08% return and BASMX slightly lower at 9.92%. Both investments have delivered pretty close results over the past 10 years, with BKTSX having a 15.31% annualized return and BASMX not far behind at 14.96%.


BKTSX

1D
-0.32%
1M
0.47%
YTD
10.08%
6M
8.96%
1Y
25.53%
3Y*
21.13%
5Y*
12.46%
10Y*
15.31%

BASMX

1D
-0.32%
1M
0.44%
YTD
9.92%
6M
8.79%
1Y
25.13%
3Y*
20.74%
5Y*
12.12%
10Y*
14.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKTSX vs. BASMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BKTSX
iShares Total U.S. Stock Market Index Fund Class K
10.08%17.15%23.83%26.02%-19.05%25.56%20.82%31.12%-5.37%21.02%
BASMX
iShares Total U.S. Stock Market Index Fund Investor A Shares
9.92%16.81%23.46%25.63%-19.32%25.26%20.37%30.71%-5.57%20.65%

Correlation

The correlation between BKTSX and BASMX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

1.00

The correlation between BKTSX and BASMX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

BKTSX vs. BASMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BKTSX
BKTSX Risk / Return Rank: 6363
Overall Rank
BKTSX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BKTSX Sortino Ratio Rank: 5555
Sortino Ratio Rank
BKTSX Omega Ratio Rank: 5555
Omega Ratio Rank
BKTSX Calmar Ratio Rank: 6868
Calmar Ratio Rank
BKTSX Martin Ratio Rank: 7777
Martin Ratio Rank

BASMX
BASMX Risk / Return Rank: 6161
Overall Rank
BASMX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BASMX Sortino Ratio Rank: 5353
Sortino Ratio Rank
BASMX Omega Ratio Rank: 5454
Omega Ratio Rank
BASMX Calmar Ratio Rank: 6565
Calmar Ratio Rank
BASMX Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BKTSX vs. BASMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Total U.S. Stock Market Index Fund Class K (BKTSX) and iShares Total U.S. Stock Market Index Fund Investor A Shares (BASMX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BKTSXBASMXDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

3.03

2.97

+0.06

Martin ratioReturn relative to average drawdown

13.51

13.21

+0.30

BKTSX vs. BASMX - Sharpe Ratio Comparison

The current BKTSX Sharpe Ratio is 2.11, which is comparable to the BASMX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of BKTSX and BASMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BKTSX vs. BASMX - Drawdown Comparison

The maximum BKTSX drawdown since its inception was -34.97%, roughly equal to the maximum BASMX drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for BKTSX and BASMX.


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Drawdown Indicators


BKTSXBASMXDifference

Max Drawdown

Largest peak-to-trough decline

-34.97%

-34.95%

-0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.87%

-8.92%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-19.29%

-19.32%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-24.98%

-25.12%

+0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

-34.95%

-0.02%

Current Drawdown

Current decline from peak

-1.47%

-1.51%

+0.04%

Average Drawdown

Average peak-to-trough decline

-4.51%

-4.58%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

2.00%

-0.02%

Volatility

BKTSX vs. BASMX - Volatility Comparison

iShares Total U.S. Stock Market Index Fund Class K (BKTSX) and iShares Total U.S. Stock Market Index Fund Investor A Shares (BASMX) have volatilities of 4.70% and 4.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKTSXBASMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

4.74%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

10.00%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

12.76%

12.77%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

17.47%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.46%

18.45%

+0.01%

BKTSX vs. BASMX - Expense Ratio Comparison

BKTSX has a 0.02% expense ratio, which is lower than BASMX's 0.33% expense ratio.


Dividends

BKTSX vs. BASMX - Dividend Comparison

BKTSX's dividend yield for the trailing twelve months is around 1.06%, more than BASMX's 0.79% yield.


PositionTTM2025202420232022202120202019201820172016
BASMX
iShares Total U.S. Stock Market Index Fund Investor A Shares
0.79%0.86%0.99%1.19%1.33%1.33%1.20%1.90%2.18%1.93%1.37%
BKTSX
iShares Total U.S. Stock Market Index Fund Class K
1.06%1.14%1.27%1.46%1.64%1.58%1.51%2.15%2.49%2.17%1.54%

Frequently Asked Questions


With a correlation of 1.00, BKTSX and BASMX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BASMX has higher volatility (4.74%) compared to BKTSX (4.70%). In terms of maximum drawdown, BKTSX dropped -34.97% vs BASMX's -34.95%.

BKTSX currently has the higher Sharpe Ratio (2.11 vs 2.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BKTSX and BASMX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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